Estimation of Autoregressive Parameters from Noisy Observations Using Iterated Covariance Updates

Todd K. Moon, Jacob H. Gunther. Estimation of Autoregressive Parameters from Noisy Observations Using Iterated Covariance Updates. Entropy, 22(5):572, 2020. [doi]

@article{MoonG20-0,
  title = {Estimation of Autoregressive Parameters from Noisy Observations Using Iterated Covariance Updates},
  author = {Todd K. Moon and Jacob H. Gunther},
  year = {2020},
  doi = {10.3390/e22050572},
  url = {https://doi.org/10.3390/e22050572},
  researchr = {https://researchr.org/publication/MoonG20-0},
  cites = {0},
  citedby = {0},
  journal = {Entropy},
  volume = {22},
  number = {5},
  pages = {572},
}